FDICBankFailure

QuantConnect.DataSource.FDICBankFailure

FDICBankFailure()

Bases: BaseData

One failure of an FDIC-insured bank, or one assistance transaction that kept a bank open, as the FDIC records it. The series covers every failure since 1934 and is not linked to any security: almost every failed bank was privately held, so it reads as a measure of stress in the banking sector rather than a signal on one company.

The points an algorithm receives are FDICBankFailures, the collection of every failure of one day.

Constructor for initialising the dase data class

failure_date

failure_date: datetime

The day the bank failed or was assisted. It is not always the day the record became available, which is Time: the FDIC announces a failure the day it happens, but a failure the job finds later is dated the day it found it.

certificate

certificate: int

FDIC certificate number of the failed bank, or 0 for the early failures the FDIC recorded without one.

institution_name

institution_name: str

Name of the failed bank.

city

city: str

City where the failed bank had its headquarters.

state

state: str

Two-letter code of the state where the failed bank had its headquarters.

charter_class

charter_class: str

Charter class of the failed bank, such as N for a national bank, SM for a state member bank, NM for a state nonmember bank and SB or SA for savings institutions.

insurance_fund

insurance_fund: str

The insurance fund that covered the bank, such as DIF, BIF, SAIF, FSLIC or RTC.

resolution_type

resolution_type: str

FAILURE when the bank was closed, ASSISTANCE when the FDIC helped it stay open.

transaction

transaction: str

How the FDIC resolved the bank, such as PA for a purchase and assumption, where another bank took over the deposits, or PO for a payout of insured deposits.

total_assets

total_assets: Optional[float]

Total assets at the last report before the failure, in thousands of dollars. This is also the data point's Value.

total_deposits

total_deposits: Optional[float]

Total deposits at the last report before the failure, in thousands of dollars.

acquirer

acquirer: str

Name of the bank that acquired the failed bank, empty when there was none.

end_time

end_time: datetime

The record covers the day it became available and reaches an algorithm at midnight that night. A failure is announced the day it happens, usually after the market closes on a Friday.

symbol

symbol: Symbol

Symbol representation for underlying Security

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Current time marker of this data packet.

value

value: float

Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.

price

price: float

As this is a backtesting platform we'll provide an alias of value as price.

ALL_RESOLUTIONS

ALL_RESOLUTIONS: List[Resolution] = ...

A list of all Resolution

This Field is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This Field is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This Field is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

A list of high Resolution, including minute, second, and tick.

This Field is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This Field is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

clone

clone() -> BaseData

Creates a copy of the instance.

data_time_zone

data_time_zone() -> Any

Data time zone (Eastern).

default_resolution

default_resolution() -> Resolution

Default resolution.

get_source

get_source(
    config: SubscriptionDataConfig,
    date: datetime,
    is_live_mode: bool,
) -> SubscriptionDataSource

Location of the source file: one file for the whole series.

is_sparse_data

is_sparse_data() -> bool

One file for the whole series, so a missing file is never expected.

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Parses one line of the file into one failure.

requires_mapping

requires_mapping() -> bool

Not linked to any security.

supported_resolutions

supported_resolutions() -> List[Resolution]

Supported resolutions (Daily only).

to_string

to_string() -> str

String representation for debugging.

deserialize_message

deserialize_message(serialized: str) -> Sequence[BaseData]

Deserialize the message from the data server

Parameters:

Name	Type	Description	Default
`serialized`	`str`	The data server's message	required

Returns:

Type	Description
`Sequence[BaseData]`	An enumerable of base data, if unsuccessful, returns an empty enumerable.

should_cache_to_security

should_cache_to_security() -> bool

Indicates whether this contains data that should be stored in the security cache

Returns:

Type	Description
`bool`	Whether this contains data that should be stored in the security cache.

update

update(
    last_trade: float,
    bid_price: float,
    ask_price: float,
    volume: float,
    bid_size: float,
    ask_size: float,
) -> None

Update routine to build a bar/tick from a data update.

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The last trade price	required
`bid_price`	`float`	Current bid price	required
`ask_price`	`float`	Current asking price	required
`volume`	`float`	Volume of this trade	required
`bid_size`	`float`	The size of the current bid, if available	required
`ask_size`	`float`	The size of the current ask, if available	required

update_ask

update_ask(ask_price: float, ask_size: float) -> None

Updates this base data with the new quote ask information

Parameters:

Name	Type	Description	Default
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_bid

update_bid(bid_price: float, bid_size: float) -> None

Updates this base data with the new quote bid information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required

update_quote

update_quote(
    bid_price: float,
    bid_size: float,
    ask_price: float,
    ask_size: float,
) -> None

Updates this base data with new quote information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_trade

update_trade(last_trade: float, trade_size: float) -> None

Updates this base data with a new trade

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The price of the last trade	required
`trade_size`	`float`	The quantity traded	required